Kenny Arnott, Arnott Capital
Barry Goodman, Millburn Ridgefield Corporation
Kin Leung Chan, Rega Technologies
Christopher McGuire, Phalanx Capital Management
The audience had to listen carefully to the last session of the
day as the speakers waxed lyrical and technical about the
markets and their funds.
Neil Wilson, HedgeFund Intelligence
Millburn Ridgefield Corporation's Barry Goodman argued that
a systematic CTA strategy is one of the best asset classes in
the alternative space, because it can profit during both short
and long periods without bias, has dynamic correlation
properties and price transparency. "The strategy makes money
when stocks both rise and fall. Adding managed futures to a
basket of traditional investments significantly improves a
portfolio's efficient frontier," he said.
Kenny Arnott described how his firm has spun out the purely
quant portion of its original fund. "One of the key...